C++/Python Quantitative Developer - Cross Asset XVA and Capital Analytics (Vice President)
- Hiring Organisation
- Citigroup
- Location
- London, UK
- Employment Type
- Full-time
business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family. Responsibilities: Develop analytics libraries used for pricing and risk-managementCreate, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science … maintain all registrations/licenses which are required for your role, within the appropriate timeframeRecommended Qualifications: Experience in a comparable quantitative modeling or analytics role, ideally in the financial sectorMust have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations ...